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INTERNATIONAL RISK SHARING IS...
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Cochrane, John H.
52
Brandt, Michael W.
43
Santa-Clara, Pedro
32
Beber, Alessandro
7
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7
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Working paper / National Bureau of Economic Research, Inc
43
The review of financial studies
14
The journal of finance : the journal of the American Finance Association
10
Journal of financial economics
7
Journal of monetary economics
6
Journal of political economy
6
NBER macroeconomics annual
3
The review of economics and statistics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
The American economic review
2
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
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1
Economic affairs : journal of the Institute of Economic Affairs
1
European economic review : EER
1
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OLC EcoSci
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International risk sharing is better than you think, or exchange rates are too smooth
Brandt, Michael W.
;
Cochrane, John H.
;
Santa-Clara, Pedro
- In:
Journal of monetary economics
53
(
2006
)
4
,
pp. 671-698
Persistent link: https://www.econbiz.de/10007632845
Saved in:
2
Parametric Portfolio Policies: Exploiting Characteristics in the Cross-Section of Equity Returns
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Rossen
- In:
The review of financial studies
22
(
2013
)
9
,
pp. 3411-3410
Persistent link: https://www.econbiz.de/10010113831
Saved in:
3
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2013
)
3
,
pp. 831-830
Persistent link: https://www.econbiz.de/10010114559
Saved in:
4
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Brandt, Michael W.
;
Goyal, Amit
;
Santa-Clara, Pedro
; …
- In:
The review of financial studies
18
(
2005
)
3
,
pp. 831-874
Persistent link: https://www.econbiz.de/10007022904
Saved in:
5
DYNAMIC PORTFOLIO SELECTION BY AUGMENTING THE ASSET SPACE
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2004
Persistent link: https://www.econbiz.de/10006964405
Saved in:
6
The 2001 JBES Invited Paper - Comment - Numerical Techniques for Maximum Likelihood Estimation of Continuous-Time Diffusion
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 321-324
Persistent link: https://www.econbiz.de/10008216275
Saved in:
7
Simulated likelihood estimation of diffusions with an application to exchange rate dynamics in incomplete markets
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
Journal of financial economics
63
(
2002
)
2
,
pp. 161-210
Persistent link: https://www.econbiz.de/10006510507
Saved in:
8
Dynamic Portfolio Selection by Augmentingthe Asset Space
Brandt, Michael W.
;
Santa-Clara, Pedro
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2187-2218
Persistent link: https://www.econbiz.de/10007293148
Saved in:
9
SIMULATED LIKELIHOOD ESTIMATION OF DIFFUSIONS WITH AN APPLICATION TO EXCHANGE RATE DYNAMICS IN INCOMPLETE MARKETS
Brandt, Michael W.
;
Santa-Clara, Pedro
-
2001
Persistent link: https://www.econbiz.de/10005948160
Saved in:
10
PARAMETRIC PORTFOLIO POLICIES: EXPLOITING CHARACTERISTICS IN THE CROSS-SECTION OF EQUITY RETURNS
Brandt, Michael W.
;
Santa-Clara, Pedro
;
Valkanov, Roseen
-
2004
Persistent link: https://www.econbiz.de/10006960923
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